Springer finance - 9780387401003 - stochastic calculus for finance i: the binomial asset pricing model di shreve, steven (32 risultati)
Lingua: Inglese
Editore: Springer, 2004
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Da: Marlton Books, Bridgeton, NJ, U.S.A.Marlton Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 31,82
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Condizione: Good. Has some wear and creases. Has a remainder mark. paperback Used - Good 2004.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: Open Books, Chicago, IL, U.S.A.Open Books
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EUR 30,94
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paperback. Condizione: Very Good. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: Evergreen Goodwill, Seattle, WA, U.S.A.Evergreen Goodwill
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EUR 32,53
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paperback. Condizione: Good.
Lingua: Inglese
Editore: Springer New York, 2004
- Brossura
Da: Better World Books: West, Reno, NV, U.S.A.Better World Books: West
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EUR 40,81
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Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., United States, New York, NY, 2004
- Brossura
Da: WorldofBooks, Goring-By-Sea, WS, Regno UnitoWorldofBooks
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EUR 41,71
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Paperback. Condizione: Very Good. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The…text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education. . The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 49,72
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 47,64
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 56,02
EUR 17,46 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 73,04
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: California Books, Miami, FL, U.S.A.California Books
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EUR 75,39
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Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
- Rilegato
Da: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 77,83
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Hardback. Condizione: New. 2004 ed. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both prec…ise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
- Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,38
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 2004 ed. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. Th…e text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 73,18
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Condizione: New. In.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 91,06
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Condizione: New. pp. 210.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: LiLi - La Liberté des Livres, CANEJAN, FranciaLiLi - La Liberté des Livres
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Ottimo
EUR 33,85
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Condizione: fine. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h.
Lingua: Inglese
Editore: Springer Verlag, 2004
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 92,32
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Hardcover. Condizione: Brand New. 1st edition. 250 pages. 9.25x6.25x0.75 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 71,47
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of cal…culus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 117,69
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paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
- Rilegato
Da: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 79,86
EUR 43,05 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 2004 ed. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. Th…e text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
Da: Mooney's bookstore, Den Helder, Paesi BassiMooney's bookstore
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Molto buono
EUR 109,17
EUR 14,95 spedizioneSpedito da Paesi Bassi a U.S.A.Quantità: 1 disponibili
Condizione: Very Good.
Lingua: Inglese
Editore: Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo, 2004
- Rilegato
Da: Versandantiquariat Abendstunde, Ludwigshafen am Rhein, GermaniaVersandantiquariat Abendstunde
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 39,95
EUR 105,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: gut. Erste Aufl. Kartonierte glanzfolienkaschierte Broschur mit Rücken- und Deckeltitel. Der Kopfschnitt partiell ganz dezent verfärbt, ansonsten guter bis sehr guter Erhaltungszustand. "Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in… Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education." (Verlagstext) In englischer Sprache. XV, (I), 187, (5) pages. Groß 8° (154 x 235mm).
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 77,69
EUR 75,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. 2004 ed. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. Th…e text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Lingua: Inglese
Editore: Springer Verlag, 2004
- Rilegato
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 189,90
EUR 39,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: gut. 2004. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance). In englischer Sprache. pages.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2004
- Rilegato
- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 76,73
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both p…recise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Springer New York, Springer US Apr 2004, 2004
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 64,19
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background… consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education. 208 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 90,26
EUR 7,57 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 210 Illus.
Lingua: Inglese
Editore: Springer, 2004
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 92,55
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 210.
Lingua: Inglese
Editore: Springer New York, 2004
- Rilegato
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 55,78
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period o…f several years  .
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2004
- Rilegato
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 79,70
EUR 43,06 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both p…recise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: Springer, Springer Apr 2004, 2004
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 64,19
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and… calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 208 pp. Englisch.
